On Stochastic Linear Programming

Previous article Next article On Stochastic Linear ProgrammingA. C. WilliamsA. C. Williamshttps: //doi. org/10. 1137/0113060PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout1 G. Dantzig and, A. Madansky, J. Neyman, On the solution of two stage linear programs under uncertainty, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, 1961, 165–176 0104. 14401 Google Scholar2 Salah E. Elmaghraby, An approach to linear programming under uncertainty, Operations Res. , 7 (1959), 208–216 MR0102440 CrossrefISIGoogle Scholar3 Salah E. Elmaghraby, Allocation under uncertainty when the demand has continuous d. f, Management. Sci. , 6 (1960), 270–294 MR0122579 0995. 90580 CrossrefISIGoogle Scholar4 Fred Hanssmann, Operations research in production and inventory control, John Wiley and Sons, Inc. , New York-London, 1962xii+254 MR0135993 0115. 38203 Google Scholar5 Samuel Karlin, Mathematical methods and theory in games, programming and economics. Vol. I: Matrix games, programming, and mathematical economics. Vol. II: The theory of infinite games, Addison-Wesley Publishing Co. , Inc. , Reading, Mass. -London, 1959Vol. I, x+433 pp. Vol. II, xi+386 MR0111634 Google Scholar6 Tjalling C. Koopmans, T. C. Koopmans, Analysis of production as an efficient combination of activitiesActivity Analysis of Production and Allocation, Cowles Commission Monograph No. 13, John Wiley & Sons Inc. , New York, N. Y. , 1951, 33–97 MR0046017 0045. 09506 Google Scholar7 A. Madansky, Methods of solution of linear programs under uncertainty, Operations Res. , 10 (1962), 463–471 MR0149961 0108. 33402 CrossrefISIGoogle Scholar8 A. Madansky, R. L. Graves and, P. Wolfe, Linear programming under uncertaintyRecent Advances in Mathematical Programming, McGraw-Hill, New York, 1963, 103–110 0226. 90035 Google Scholar9 Paul A. Samuelson, T. C. Koopmans, Abstract of a theorem concerning substitutability in open Leontief modelsActivity Analysis of Production and Allocation, Cowles Commission Monograph No. 13, John Wiley & Sons Inc. , New York, N. Y. , 1951, 142–146 MR0042671 0045. 09604 Google Scholar10 A. C. Williams, A stochastic transportation problem, Operations Res. , 11 (1963), 759–770 MR0159703 0132. 13902 CrossrefISIGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Multistage Stochastic Programming with Recourse: The Equivalent Deterministic ProblemSIAM Journal on Control and Optimization, Vol. 14, No. 3 | 18 July 2006AbstractPDF (2106 KB) Duality for Stochastic Programming Interpreted as L. P. in Lₚ -SpaceMark J. Eisner and Paul OlsenSIAM Journal on Applied Mathematics, Vol. 28, No. 4 | 12 July 2006AbstractPDF (1304 KB) Stochastic Programs with Fixed Recourse: The Equivalent Deterministic ProgramSIAM Review, Vol. 16, No. 3 | 18 July 2006AbstractPDF (3839 KB) Equivalent Stochastic Linear ProgramsShailendra C. ParikhSIAM Journal on Applied Mathematics, Vol. 18, No. 1 | 31 July 2006AbstractPDF (376 KB) Stochastic Programs with RecourseDavid W. Walkup and Roger J. -B. WetsSIAM Journal on Applied Mathematics, Vol. 15, No. 5 | 13 July 2006AbstractPDF (1621 KB) Errata: On Stochastic Linear ProgrammingA. C. WilliamsSIAM Journal on Applied Mathematics, Vol. 15, No. 1 | 13 July 2006PDF (42 KB) Approximation Formulas for Stochastic Linear ProgrammingA. C. WilliamsSIAM Journal on Applied Mathematics, Vol. 14, No. 4 | 3 August 2006AbstractPDF (883 KB) Programming under Uncertainty and Stochastic Optimal ControlSIAM Journal on Control, Vol. 4, No. 1 | 18 July 2006AbstractPDF (1247 KB) Volume 13, Issue 4| 1965Journal of the Society for Industrial and Applied Mathematics913-1107 History Submitted: 23 March 1964Accepted: 28 January 1965Published online: 13 July 2006 InformationCopyright © 1965 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI: 10. 1137/0113060Article page range: pp. 927-940ISSN (print): 0368-4245ISSN (online): 2168-3484Publisher: Society for Industrial and Applied Mathematics